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[--[65.84.65.76]--]
BAJFINANCE
Bajaj Finance Limited

6549.15 -16.85 (-0.26%)

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Historical option data for BAJFINANCE

14 Nov 2024 04:12 PM IST
BAJFINANCE 28NOV2024 7900 CE
Delta: 0.01
Vega: 0.36
Theta: -0.53
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 6549.15 1.8 -0.50 39.38 12 -8 90
13 Nov 6566.00 2.3 -0.70 38.75 33 -10 98
12 Nov 6638.20 3 -0.20 37.42 65 -12 119
11 Nov 6778.80 3.2 -1.30 32.93 16 -3 132
8 Nov 6895.95 4.5 -1.90 28.89 21 1 133
7 Nov 6904.50 6.4 -1.15 29.14 60 11 132
6 Nov 7006.20 7.55 -1.35 26.81 103 23 125
5 Nov 6930.35 8.9 1.30 29.54 62 -1 109
4 Nov 6843.70 7.6 -4.65 29.74 144 9 111
1 Nov 6923.60 12.25 -0.05 28.54 7 5 101
31 Oct 6889.75 12.3 -5.60 - 67 28 99
30 Oct 6955.00 17.9 -3.65 - 85 27 70
29 Oct 7022.50 21.55 3.20 - 33 8 42
28 Oct 6911.35 18.35 -2.05 - 31 14 33
25 Oct 6910.15 20.4 -4.45 - 14 0 19
24 Oct 7040.90 24.85 -3.15 - 9 3 20
23 Oct 6995.80 28 2.00 - 43 13 17
22 Oct 6677.90 26 -362.35 - 4 0 0
21 Oct 6780.90 388.35 0.00 - 0 0 0
18 Oct 6899.55 388.35 0.00 - 0 0 0
17 Oct 6899.50 388.35 0.00 - 0 0 0
16 Oct 6956.35 388.35 0.00 - 0 0 0
15 Oct 7016.90 388.35 0.00 - 0 0 0
14 Oct 7208.80 388.35 0.00 - 0 0 0
11 Oct 7302.00 388.35 0.00 - 0 0 0
10 Oct 7319.70 388.35 0.00 - 0 0 0
9 Oct 7300.45 388.35 0.00 - 0 0 0
8 Oct 7186.95 388.35 0.00 - 0 0 0
7 Oct 7269.40 388.35 0.00 - 0 0 0
4 Oct 7211.35 388.35 0.00 - 0 0 0
3 Oct 7433.85 388.35 0.00 - 0 0 0
1 Oct 7703.00 388.35 0.00 - 0 0 0
30 Sept 7703.00 388.35 0.00 - 0 0 0
27 Sept 7756.00 388.35 - 0 0 0


For Bajaj Finance Limited - strike price 7900 expiring on 28NOV2024

Delta for 7900 CE is 0.01

Historical price for 7900 CE is as follows

On 14 Nov BAJFINANCE was trading at 6549.15. The strike last trading price was 1.8, which was -0.50 lower than the previous day. The implied volatity was 39.38, the open interest changed by -8 which decreased total open position to 90


On 13 Nov BAJFINANCE was trading at 6566.00. The strike last trading price was 2.3, which was -0.70 lower than the previous day. The implied volatity was 38.75, the open interest changed by -10 which decreased total open position to 98


On 12 Nov BAJFINANCE was trading at 6638.20. The strike last trading price was 3, which was -0.20 lower than the previous day. The implied volatity was 37.42, the open interest changed by -12 which decreased total open position to 119


On 11 Nov BAJFINANCE was trading at 6778.80. The strike last trading price was 3.2, which was -1.30 lower than the previous day. The implied volatity was 32.93, the open interest changed by -3 which decreased total open position to 132


On 8 Nov BAJFINANCE was trading at 6895.95. The strike last trading price was 4.5, which was -1.90 lower than the previous day. The implied volatity was 28.89, the open interest changed by 1 which increased total open position to 133


On 7 Nov BAJFINANCE was trading at 6904.50. The strike last trading price was 6.4, which was -1.15 lower than the previous day. The implied volatity was 29.14, the open interest changed by 11 which increased total open position to 132


On 6 Nov BAJFINANCE was trading at 7006.20. The strike last trading price was 7.55, which was -1.35 lower than the previous day. The implied volatity was 26.81, the open interest changed by 23 which increased total open position to 125


On 5 Nov BAJFINANCE was trading at 6930.35. The strike last trading price was 8.9, which was 1.30 higher than the previous day. The implied volatity was 29.54, the open interest changed by -1 which decreased total open position to 109


On 4 Nov BAJFINANCE was trading at 6843.70. The strike last trading price was 7.6, which was -4.65 lower than the previous day. The implied volatity was 29.74, the open interest changed by 9 which increased total open position to 111


On 1 Nov BAJFINANCE was trading at 6923.60. The strike last trading price was 12.25, which was -0.05 lower than the previous day. The implied volatity was 28.54, the open interest changed by 5 which increased total open position to 101


On 31 Oct BAJFINANCE was trading at 6889.75. The strike last trading price was 12.3, which was -5.60 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct BAJFINANCE was trading at 6955.00. The strike last trading price was 17.9, which was -3.65 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct BAJFINANCE was trading at 7022.50. The strike last trading price was 21.55, which was 3.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct BAJFINANCE was trading at 6911.35. The strike last trading price was 18.35, which was -2.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Oct BAJFINANCE was trading at 6910.15. The strike last trading price was 20.4, which was -4.45 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct BAJFINANCE was trading at 7040.90. The strike last trading price was 24.85, which was -3.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct BAJFINANCE was trading at 6995.80. The strike last trading price was 28, which was 2.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 22 Oct BAJFINANCE was trading at 6677.90. The strike last trading price was 26, which was -362.35 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 21 Oct BAJFINANCE was trading at 6780.90. The strike last trading price was 388.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Oct BAJFINANCE was trading at 6899.55. The strike last trading price was 388.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Oct BAJFINANCE was trading at 6899.50. The strike last trading price was 388.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Oct BAJFINANCE was trading at 6956.35. The strike last trading price was 388.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 15 Oct BAJFINANCE was trading at 7016.90. The strike last trading price was 388.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 14 Oct BAJFINANCE was trading at 7208.80. The strike last trading price was 388.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Oct BAJFINANCE was trading at 7302.00. The strike last trading price was 388.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Oct BAJFINANCE was trading at 7319.70. The strike last trading price was 388.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Oct BAJFINANCE was trading at 7300.45. The strike last trading price was 388.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 8 Oct BAJFINANCE was trading at 7186.95. The strike last trading price was 388.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 7 Oct BAJFINANCE was trading at 7269.40. The strike last trading price was 388.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 4 Oct BAJFINANCE was trading at 7211.35. The strike last trading price was 388.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 3 Oct BAJFINANCE was trading at 7433.85. The strike last trading price was 388.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 1 Oct BAJFINANCE was trading at 7703.00. The strike last trading price was 388.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Sept BAJFINANCE was trading at 7703.00. The strike last trading price was 388.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 27 Sept BAJFINANCE was trading at 7756.00. The strike last trading price was 388.35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


BAJFINANCE 28NOV2024 7900 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 6549.15 900 0.00 0.00 0 0 0
13 Nov 6566.00 900 0.00 0.00 0 0 0
12 Nov 6638.20 900 0.00 0.00 0 0 0
11 Nov 6778.80 900 0.00 0.00 0 0 0
8 Nov 6895.95 900 0.00 0.00 0 0 0
7 Nov 6904.50 900 0.00 0.00 0 0 0
6 Nov 7006.20 900 0.00 0.00 0 0 0
5 Nov 6930.35 900 0.00 0.00 0 0 0
4 Nov 6843.70 900 0.00 0.00 0 0 0
1 Nov 6923.60 900 0.00 0.00 0 22 0
31 Oct 6889.75 900 479.00 - 22 21 21
30 Oct 6955.00 421 0.00 - 0 0 0
29 Oct 7022.50 421 0.00 - 0 0 0
28 Oct 6911.35 421 0.00 - 0 0 0
25 Oct 6910.15 421 0.00 - 0 0 0
24 Oct 7040.90 421 0.00 - 0 0 0
23 Oct 6995.80 421 0.00 - 0 0 0
22 Oct 6677.90 421 0.00 - 0 0 0
21 Oct 6780.90 421 0.00 - 0 0 0
18 Oct 6899.55 421 0.00 - 0 0 0
17 Oct 6899.50 421 0.00 - 0 0 0
16 Oct 6956.35 421 0.00 - 0 0 0
15 Oct 7016.90 421 0.00 - 0 0 0
14 Oct 7208.80 421 0.00 - 0 0 0
11 Oct 7302.00 421 0.00 - 0 0 0
10 Oct 7319.70 421 0.00 - 0 0 0
9 Oct 7300.45 421 0.00 - 0 0 0
8 Oct 7186.95 421 0.00 - 0 0 0
7 Oct 7269.40 421 0.00 - 0 0 0
4 Oct 7211.35 421 0.00 - 0 0 0
3 Oct 7433.85 421 0.00 - 0 0 0
1 Oct 7703.00 421 0.00 - 0 0 0
30 Sept 7703.00 421 0.00 - 0 0 0
27 Sept 7756.00 421 - 0 0 0


For Bajaj Finance Limited - strike price 7900 expiring on 28NOV2024

Delta for 7900 PE is 0.00

Historical price for 7900 PE is as follows

On 14 Nov BAJFINANCE was trading at 6549.15. The strike last trading price was 900, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 13 Nov BAJFINANCE was trading at 6566.00. The strike last trading price was 900, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 12 Nov BAJFINANCE was trading at 6638.20. The strike last trading price was 900, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 11 Nov BAJFINANCE was trading at 6778.80. The strike last trading price was 900, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 8 Nov BAJFINANCE was trading at 6895.95. The strike last trading price was 900, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 7 Nov BAJFINANCE was trading at 6904.50. The strike last trading price was 900, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 6 Nov BAJFINANCE was trading at 7006.20. The strike last trading price was 900, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 5 Nov BAJFINANCE was trading at 6930.35. The strike last trading price was 900, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 4 Nov BAJFINANCE was trading at 6843.70. The strike last trading price was 900, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 1 Nov BAJFINANCE was trading at 6923.60. The strike last trading price was 900, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 22 which increased total open position to 0


On 31 Oct BAJFINANCE was trading at 6889.75. The strike last trading price was 900, which was 479.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct BAJFINANCE was trading at 6955.00. The strike last trading price was 421, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct BAJFINANCE was trading at 7022.50. The strike last trading price was 421, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct BAJFINANCE was trading at 6911.35. The strike last trading price was 421, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Oct BAJFINANCE was trading at 6910.15. The strike last trading price was 421, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct BAJFINANCE was trading at 7040.90. The strike last trading price was 421, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct BAJFINANCE was trading at 6995.80. The strike last trading price was 421, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 22 Oct BAJFINANCE was trading at 6677.90. The strike last trading price was 421, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 21 Oct BAJFINANCE was trading at 6780.90. The strike last trading price was 421, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Oct BAJFINANCE was trading at 6899.55. The strike last trading price was 421, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Oct BAJFINANCE was trading at 6899.50. The strike last trading price was 421, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Oct BAJFINANCE was trading at 6956.35. The strike last trading price was 421, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 15 Oct BAJFINANCE was trading at 7016.90. The strike last trading price was 421, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 14 Oct BAJFINANCE was trading at 7208.80. The strike last trading price was 421, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Oct BAJFINANCE was trading at 7302.00. The strike last trading price was 421, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Oct BAJFINANCE was trading at 7319.70. The strike last trading price was 421, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Oct BAJFINANCE was trading at 7300.45. The strike last trading price was 421, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 8 Oct BAJFINANCE was trading at 7186.95. The strike last trading price was 421, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 7 Oct BAJFINANCE was trading at 7269.40. The strike last trading price was 421, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 4 Oct BAJFINANCE was trading at 7211.35. The strike last trading price was 421, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 3 Oct BAJFINANCE was trading at 7433.85. The strike last trading price was 421, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 1 Oct BAJFINANCE was trading at 7703.00. The strike last trading price was 421, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Sept BAJFINANCE was trading at 7703.00. The strike last trading price was 421, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 27 Sept BAJFINANCE was trading at 7756.00. The strike last trading price was 421, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to